Funds Transfer Pricing Practices in International Financial Institutions

London Financial Studies

Short course

In Frankfurt am Main (Germany)

£ 3,065.86 VAT exempt

*Indicative price

Original amount in EUR:

3,590 €

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Description

  • Type

    Short course

  • Location

    Frankfurt am main (Germany)

  • Duration

    2 Days

  • Start date

    Different dates available

This practical workshop addresses the key issues involved in Funds Transfer Pricing (FTP) systems in large commercial banks, drawing on best-practice models seen in the market.

The programme encompasses several case studies providing a solid understanding of the complexities of banking products encountered in most modern banks' on- and off-balance sheets.

By the end of the programme, participants will have learned how to best tailor market-based pricing mechanisms to suit their institutions' optimal strategic objectives.

Facilities

Location

Start date

Frankfurt am Main (Germany)
See map

Start date

Different dates availableEnrolment now open

About this course

Design and implement an effective FTP system suitable for your own institution´s business remit and strategy
Learn best practice on how banks apply FTP to gain a competitive edge in various customer segments
Calculate economic profitability for products, regions and customer clusters based on economic FTP
Build incentive schemes and identify subsidies for product classes

Bank treasurers and Treasury professionals
Management accountants
Internal controllers
Internal auditors
Risk controllers
Industry consultants

No prior knowledge is required for this course.

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Reviews

This centre's achievements

2016

All courses are up to date

The average rating is higher than 3.7

More than 50 reviews in the last 12 months

This centre has featured on Emagister for 16 years

Subjects

  • FTP
  • Net Funding
  • Market
  • International
  • Financial
  • Financial Training
  • Fund Manager
  • Fund derivatives
  • Fund Management
  • Budgeting
  • Budgetary management

Teachers and trainers (1)

Andre Horovitz

Andre Horovitz

Teacher

Andre Horovitz is the Founder of Financial Risk Fitness and has over 25 years of experience in the financial services industry. Mr Horovitz started his banking career at Lehman Brothers, where he was responsible for pricing, developing hedging strategies and marketing exotic interest rate derivatives. He subsequently held senior executive positions at Oliver, Wyman & Co., Commerzbank, HVB Group (currently part of Unicredit), Nagler & Company and was Chief Risk Officer at Erste Bank and Credit Suisse. He is a frequent speaker at conferences and a contributor to various industry journals.

Course programme

Day One
The Basics
  • Objectives of FTP
    - Product / Customer / BU Profitability Analysis
    - Compensation Reference Anchor
    - Tool for Strategic Development Planning
    - Budgeting
Types of FTP
  • Net Funding
  • Pooled Method
  • Opportunity Cost of Funds – Single Asset / Liability Method
  • Maturity Matched Funding
FTP in large International Banks
  • Spot based
  • Spot + Spread
  • Time Weighted Moving Average
  • Other
Applications and Conflicts
  • Segment / Branch Profitability
  • Compensation
  • Budgeting
Day Two
Practical Applications
  • Liquidity adjusted FTP
  • Spread Volatility reflected in FTP / Opportunity Cost of Funds
  • FX Transfer Rates – Best practices
Case Study: Treasury funds LT stable assets via ST Interbank Borrowing at lower spreads / spread volatility and higher liquidity – Discussion of appropriate TP
Special Features and modern Governance Issues
  • Dealing with non-maturing products – Margin stabilization principles
  • FTP for structured products
  • Credit Treasury Constructs – FTP for default / migration risk
Group Discussion

See related categories

Funds Transfer Pricing Practices in International Financial Institutions

£ 3,065.86 VAT exempt

*Indicative price

Original amount in EUR:

3,590 €

The best Financial Markets courses

See all

See all